Related papers: Testing for unspecified periodicities in binary ti…
Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\cal M}_{\Theta,{\cal G}}=\{\gamma(\cdot,\theta,g):\theta \in \Theta,g\in {\cal G}\}$ for some known function $\gamma$, some compact set…
We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…
In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…
Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only…
In this paper, we propose several statistics for testing uniformity under progressive Type-I interval censoring. We obtain the critical points of these statistics and study the power of the proposed tests against a representative set of…
A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…
This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…
$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…
We wish to test whether a real-valued variable $Z$ has explanatory power, in addition to a multivariate variable $X$, for a binary variable $Y$. Thus, we are interested in testing the hypothesis $\mathbb{P}(Y=1\, | \, X,Z)=\mathbb{P}(Y=1\,…
A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…
Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the…
Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…
When do nonparametric Bayesian procedures ``overfit''? To shed light on this question, we consider a binary regression problem in detail and establish frequentist consistency for a certain class of Bayes procedures based on hierarchical…
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…
We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
Consider $n$ independent measurements, with the additional information of the times at which measurements are performed. This paper deals with testing statistical hypotheses when $n$ is large and only a small amount of observations…
We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…
Determination of posterior probability for go-no-go decision and predictive power are becoming increasingly common for resource optimization in clinical investigation. There are vast published literature on these topics; however, the…
The timing of radio pulsars in binary systems provides a superb testing ground of general relativity. Here we propose a Bayesian approach to carry out these tests, and a relevant efficient numerical implementation, that has several…